Consider the prices for various US Treasury bonds (as shown below).

Time To Maturity (In years) Coupon Rate Bond Price

6months: 0 $988

1 Year: 0 $971

18 months: 0 $948

2 Years: 0 $921

As you probably know, using the above information you can build the yield curve through time 2. However, you'd like to extend the yield curve to time t = 2.50. You've decided to attempt to do so, not with a zero-coupon bond, but rather with a coupon bond. A 2.50 year 6.5% coupon bond is currently trading at $1,080. It pays semi-annual coupons and has a face value of $1000. The next coupon is due in 6 months. Using the 2.5 year coupon-bond, can you estimate the YTM on the yield curve for t = 2.5? If you can, then do so and provide an answer in EAR units (as a PERCENT, not as a decimal). If it's not possible to do so, then answer 999.999 as your answer.